+228.2%
TER vs ELV
+14.8%
+213.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | +12.4% | -2.2% | +14.6% | +12.5% |
| 30D | +5.1% | -0.2% | +5.3% | +5.1% |
| 3M | +4.0% | -6.1% | +10.1% | +4.4% |
| 6M | +29.5% | +42.8% | -13.3% | +23.5% |
| YTD | +98.5% | +14.4% | +84.1% | +93.3% |
| 1Y | +234.1% | +28.6% | +205.5% | +220.3% |
| 3Y | +289.0% | -7.4% | +296.4% | +283.6% |
| 5Y | +228.2% | +14.5% | +213.7% | +203.7% |
| All | +228.2% | +14.8% | +213.4% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling